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Measuring investment performance consistency

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  • Michael Villaverde

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  • Michael Villaverde, 2010. "Measuring investment performance consistency," Quantitative Finance, Taylor & Francis Journals, vol. 10(6), pages 565-574.
    • Handle: RePEc:taf:quantf:v:10:y:2010:i:6:p:565-574
    DOI: 10.1080/14697688.2010.489683
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    References listed on IDEAS

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    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
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    Cited by:

    1. Dean P. Foster & H. Peyton Young, 2012. "A strategy-proof test of portfolio returns," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 671-683, March.
    2. Foster, Dean P. & Young, H. Peyton, 2011. "A Strategy-Proof Test of Portfolio Returns," Working Papers 11-50, University of Pennsylvania, Wharton School, Weiss Center.
    3. Samaniego, Ángel & Rodríguez-Reyes, Luis Raúl, 2018. "Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico || Administración pasiva de portafolios mediante indexación: un análisis del d," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 269-293, Diciembre.

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